-22.8%
SNAP vs RRX
+14.9%
-37.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | +0.7% | +3.4% | -2.7% | +0.3% |
| 30D | +2.6% | -11.1% | +13.7% | +4.4% |
| 3M | -9.9% | -23.7% | +13.8% | -6.3% |
| 6M | +1.9% | -22.0% | +23.9% | +3.9% |
| YTD | -32.2% | +16.5% | -48.7% | -37.2% |
| 1Y | -22.8% | +11.5% | -34.4% | -25.9% |
| All | -22.8% | +14.9% | -37.7% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling